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Figure 1

From: State-space models’ dirty little secrets: even simple linear Gaussian models can have estimation problems

Figure 1

Changes in parameter estimates and state RMSEs associated with varying the measurement error to process stochasticity ratios (σε/ση) in the simulations.

(A–C) The boxplots represent the distribution of the parameter estimates (, , ) and the pink circles represent the true (simulated) values. (D) The grey boxplots represent the distribution of the RMSE of the model fitted using the estimated parameter values, while the pink boxplots represent the RMSE when the model is fitted using the true parameter values.

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